Improved prediction for a multivariate normal distribution with unknown mean and variance
DOI10.1007/S10463-007-0163-ZzbMATH Open1332.62030OpenAlexW1976908126MaRDI QIDQ841018FDOQ841018
Publication date: 14 September 2009
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-007-0163-z
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Cites Work
- Improved minimax predictive densities under Kullback-Leibler loss
- A shrinkage predictive distribution for multivariate normal observables
- On asymptotic properties of predictive distributions
- Title not available (Why is that?)
- Dispersive ordering-some applications and examples
- Goodness of prediction fit
- Exact Minimax Strategies for Predictive Density Estimation, Data Compression, and Model Selection
- Admissible predictive density estimation
- Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
- Dispersive ordering of distributions
Cited In (19)
- Calibrated multivariate distributions for improved conditional prediction
- Title not available (Why is that?)
- Density prediction and the Stein phenomenon
- Minimaxity in predictive density estimation with parametric constraints
- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
- From minimax shrinkage estimation to minimax shrinkage prediction
- Minimax predictive density for sparse count data
- On discrete priors and sparse minimax optimal predictive densities
- A new predictive distribution for normal multivariate linear models
- Studentization and prediction in a multivariate normal setting
- Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
- A shrinkage predictive distribution for multivariate normal observables
- Predictive density estimation under the Wasserstein loss
- Predictive density estimators with integrated \(L_1\) loss
- On efficient prediction and predictive density estimation for normal and spherically symmetric models
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- Title not available (Why is that?)
- On predictive density estimation with additional information
- On predictive density estimation for gamma models with parametric constraints
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